+428.1%
WMT vs CHD
+126.1%
+301.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | 0.0% | -4.5% | +4.5% | +1.6% |
| 30D | -7.4% | -6.7% | -0.7% | -5.1% |
| 3M | -10.9% | -2.7% | -8.1% | -10.1% |
| 6M | -12.7% | -4.9% | -7.7% | -11.3% |
| YTD | -3.2% | +13.3% | -16.6% | -7.7% |
| 1Y | +5.3% | +1.0% | +4.3% | +4.3% |
| 3Y | +101.9% | +1.3% | +100.5% | +97.5% |
| 5Y | +134.6% | +20.8% | +113.7% | +112.3% |
| All | +428.1% | +126.1% | +301.9% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling